Plan Guessing Games and Favors

Guessing games (from guess the baby's sex, weight to birth date) are one of the cornerstones of a traditional baby shower's activities. Similarly, guests will expect a favor (often a sweet treat) to commemorate the day.

A popular one I've seen is passing around yarn or toilet paper to guess the waist size of the mom to be and whoever is closest wins. Baby Bingo at the last shower I went to was fun.
I've seen candles and bags of candy as prizes.